I implemented a flavor of html help using MFC, but I didnt use mfc to do the html or the help part except to respond to a button.
basically what I did was this:
I provided a button on each dialog (also f1 reachable) that when triggered would open a html help file with a #reference in the URL.
something like this
shellexec (... open, "myfile.html#helparea"....)
Then in the myfile.html I had a named area like this:
<a name=helparea></a>
blah.........
Is this what you are looking to do?
also going along those lines in your windows program, if you create some text associated with help, make sure you change the IDC_STATIC to something unique IDC_WEBHOP,
Then make sure the control is set to notify the parent.
Then catch the WM_CTLCOLOR MESSAGE and if the id is IDC_WEBHOP change the RGB value to (0,0,0xff).
Then add an event for when someone 'clicks' on the text that launches a website... and you've created a link to a webpage from your program.